-98.7%
AMC vs KMX
+13.6%
-112.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.1% | +3.2% | +5.9% |
| 7D | +6.6% | -4.1% | +10.7% | +8.9% |
| 30D | +14.1% | +2.9% | +11.2% | +12.6% |
| 3M | +31.3% | -7.0% | +38.3% | +34.8% |
| 6M | +126.7% | +34.1% | +92.5% | +92.4% |
| YTD | +117.9% | +40.0% | +77.9% | +77.1% |
| 1Y | +41.1% | +67.2% | -26.1% | +4.7% |
| 3Y | -61.0% | -13.4% | -47.5% | -62.9% |
| 5Y | -99.1% | -65.1% | -34.1% | -98.8% |
| 10Y | -98.7% | +6.9% | -105.6% | -98.9% |
| All | -98.7% | +13.6% | -112.2% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling